PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Amsterdam Small Cap Index (^ASCX)

Index · Currency in EUR · Last updated Dec 7, 2023
Summary

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of €10,000 in Amsterdam Small Cap Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-3.78%
6.05%
^ASCX (Amsterdam Small Cap Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ^ASCX

Amsterdam Small Cap Index

Return

Amsterdam Small Cap Index had a return of 1.72% year-to-date (YTD) and -1.11% in the last 12 months. Over the past 10 years, Amsterdam Small Cap Index had an annualized return of 9.18%, while the S&P 500 had an annualized return of 9.70%, indicating that Amsterdam Small Cap Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.72%18.49%
1 month1.21%4.20%
6 months-3.78%6.60%
1 year-1.11%15.43%
5 years (annualized)6.11%11.59%
10 years (annualized)9.18%9.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.73%-0.06%6.92%-1.87%-3.71%-6.28%1.34%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Amsterdam Small Cap Index (^ASCX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^ASCX
Amsterdam Small Cap Index
0.10
^GSPC
S&P 500
1.00

Sharpe Ratio

The current Amsterdam Small Cap Index Sharpe ratio is 0.10. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.600.80JulyAugustSeptemberOctoberNovemberDecember
0.10
0.78
^ASCX (Amsterdam Small Cap Index)
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.11%
-1.85%
^ASCX (Amsterdam Small Cap Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amsterdam Small Cap Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amsterdam Small Cap Index was 68.24%, occurring on Mar 9, 2009. Recovery took 2030 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.24%Jul 20, 2007427Mar 9, 20092030Jan 25, 20172457
-61.55%Sep 5, 2000656Mar 11, 2003756Feb 1, 20061412
-44.79%Jun 15, 2018450Mar 18, 2020186Dec 8, 2020636
-23.58%Feb 11, 2022172Oct 12, 2022
-14.99%May 11, 200624Jun 13, 2006129Dec 11, 2006153

Volatility Chart

The current Amsterdam Small Cap Index volatility is 4.46%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.46%
2.31%
^ASCX (Amsterdam Small Cap Index)
Benchmark (^GSPC)